+4,518.6%
COP vs HUM
+5,584.1%
-1,065.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -0.8% | +2.1% | -2.9% | -1.2% |
| 30D | +15.6% | +4.7% | +10.9% | +14.7% |
| 3M | +14.3% | +13.5% | +0.8% | +11.9% |
| 6M | +17.0% | +126.7% | -109.7% | +2.7% |
| YTD | +47.4% | +58.5% | -11.1% | +35.7% |
| 1Y | +52.4% | +31.7% | +20.7% | +43.5% |
| 3Y | +20.8% | -10.6% | +31.5% | +17.8% |
| 5Y | +191.7% | +2.5% | +189.2% | +175.0% |
| 10Y | +325.1% | +148.7% | +176.4% | +251.5% |
| All | +4,518.6% | +5,584.1% | -1,065.5% | +2,509.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling